+65.0%
CTAS vs QS
-25.4%
+90.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | -0.2% |
| 7D | +1.0% | -4.2% | +5.2% | +1.0% |
| 30D | -1.1% | -15.7% | +14.6% | -0.9% |
| 3M | +11.5% | -28.7% | +40.2% | +11.8% |
| 6M | +0.2% | -23.2% | +23.4% | +0.2% |
| YTD | +7.2% | -49.9% | +57.1% | +7.9% |
| 1Y | 0.0% | -38.8% | +38.8% | -0.1% |
| All | +65.0% | -25.4% | +90.4% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling